| Metric | 11395389:btcusd:triple_med_gx:lsma215_115 | 11395389:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 60.32% | 186.07% |
| Max Drawdown | -30.9% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.56 | 0.63 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 37.42 | 3.58 |
| Outlier Loss Ratio | 3.75 | 3.39 |
| Volatility (ann.) | 11.44% | 26.21% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.5 | 0.56 |
| Skew | 1.18 | 0.19 |
| Kurtosis | 66.45 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.6% |
| Expected Yearly % | 12.52% | 30.05% |
| Kelly Criterion | 6.2% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | 11395389:BTCUSD | 11395389:btcusd:triple_med_gx:lsma215_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 23.95 | -0.42 | + |
| 2023 | 155.54 | 35.80 | 0.23 | - |
| 2024 | 121.00 | -8.58 | -0.07 | - |
| 2025 | 16.76 | 4.19 | 0.25 | - |
| Metric | 11395389:btcusd:triple_med_gx:lsma215_115 | 11395389:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.02% | 31.46% |
| 6M | 4.19% | 12.77% |
| YTD | 4.19% | 16.76% |
| 1Y | -14.89% | 56.84% |
| 3Y (ann.) | 15.81% | 55.31% |
| 5Y (ann.) | 15.38% | 37.53% |
| Metric | 11395389:btcusd:triple_med_gx:lsma215_115 | 11395389:BTCUSD |
|---|---|---|
| Max Drawdown | -30.9% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.49% | -6.82% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 1.95 | 2.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2025-06-11 | -30.90 | 463 |
| 2022-04-07 | 2022-09-27 | -22.15 | 172 |
| 2023-02-02 | 2023-09-18 | -11.30 | 227 |
| 2022-02-23 | 2022-02-24 | -9.00 | 1 |
| 2022-09-27 | 2022-10-04 | -7.06 | 7 |
| 2023-11-11 | 2023-12-20 | -5.03 | 39 |
| 2022-10-18 | 2022-10-23 | -3.19 | 5 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2022-12-27 | 2023-02-01 | -2.54 | 36 |
| Metric | 11395389:btcusd:triple_med_gx:lsma215_115 | 11395389:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -17.16% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -17.16% | -37.12% |
| Best Year | 35.8% | 155.54% |
| Worst Year | -8.58% | -56.62% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.81% | -0.87% |
| Avg. Up Week | 4.42% | 7.42% |
| Avg. Down Week | -3.56% | -5.62% |
| Avg. Up Month | 6.25% | 17.59% |
| Avg. Down Month | -6.79% | -12.36% |
| Win Days % | 50.43% | 51.32% |
| Win Month % | 65.62% | 60.98% |
| Win Week % | 56.67% | 51.14% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |